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A new smoothing quasi-Newton method for nonlinear complementarity problems

✍ Scribed by Sandra Buhmiler; Nataša Krejić

Publisher
Elsevier Science
Year
2008
Tongue
English
Weight
196 KB
Volume
211
Category
Article
ISSN
0377-0427

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✦ Synopsis

A new smoothing quasi-Newton method for nonlinear complementarity problems is presented. The method is a generalization of Thomas' method for smooth nonlinear systems and has similar properties as Broyden's method. Local convergence is analyzed for a strictly complementary solution as well as for a degenerate solution. Presented numerical results demonstrate quite similar behavior of Thomas' and Broyden's methods.

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